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random variable

• To: mathgroup at smc.vnet.net
• Subject: [mg102833] random variable
• From: omar bdair <bdairmb at yahoo.com>
• Date: Fri, 28 Aug 2009 05:43:26 -0400 (EDT)

I want to ask, how can I generate a random vaiable from some probability density functions which are not well-known? I mean, if we have some pdf which is not normal, binomial, weibull, ... but the only thing I know that it is a log-concave function, then how can I generate a number of random variables? 

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